Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 179'000 | 179'000 | 179'209 | 179'209 | 91'331 CHF | 93'123 CHF | 100.00% | 100.00% |
12.07.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 75'107 CHF | 76'847 CHF | 100.00% | 100.00% |
11.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 174'000 | 174'000 | 174'894 | 174'894 | 78'438 CHF | 80'188 CHF | 99.82% | 99.82% |
10.07.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 90'705 CHF | 92'495 CHF | 100.00% | 100.00% |
09.07.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 179'000 | 179'000 | 178'785 | 178'785 | 88'250 CHF | 90'040 CHF | 99.74% | 99.74% |
08.07.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 88'331 CHF | 90'121 CHF | 100.00% | 100.00% |
05.07.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 179'000 | 179'000 | 175'490 | 175'490 | 80'657 CHF | 82'412 CHF | 99.80% | 99.80% |
04.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 179'000 | 179'000 | 177'297 | 177'297 | 81'606 CHF | 83'379 CHF | 100.00% | 100.00% |
03.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 179'000 | 179'000 | 175'242 | 175'242 | 78'941 CHF | 80'693 CHF | 100.00% | 100.00% |
02.07.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 174'000 | 174'000 | 175'413 | 175'413 | 79'878 CHF | 81'632 CHF | 100.00% | 100.00% |